Pierre8rTeam
131 lines
5.0 KiB
Plaintext
131 lines
5.0 KiB
Plaintext
//+------------------------------------------------------------------+
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//| AMA.mq5 |
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//| Copyright 2009-2017, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009-2017, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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#property version "1.00"
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#property description "Adaptive Moving Average"
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#property indicator_chart_window
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#property indicator_buffers 1
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#property indicator_plots 1
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//---- plot ExtAMABuffer
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#property indicator_label1 "AMA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 Red
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- default applied price
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#property indicator_applied_price PRICE_OPEN
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//--- input parameters
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input int InpPeriodAMA=10; // AMA period
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input int InpFastPeriodEMA=2; // Fast EMA period
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input int InpSlowPeriodEMA=30; // Slow EMA period
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input int InpShiftAMA=0; // AMA shift
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//--- indicator buffers
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double ExtAMABuffer[];
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//--- global variables
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double ExtFastSC;
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double ExtSlowSC;
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int ExtPeriodAMA;
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int ExtSlowPeriodEMA;
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int ExtFastPeriodEMA;
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//+------------------------------------------------------------------+
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//| AMA initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- check for input values
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if(InpPeriodAMA<=0)
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{
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ExtPeriodAMA=10;
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printf("Input parameter InpPeriodAMA has incorrect value (%d). Indicator will use value %d for calculations.",
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InpPeriodAMA,ExtPeriodAMA);
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}
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else ExtPeriodAMA=InpPeriodAMA;
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if(InpSlowPeriodEMA<=0)
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{
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ExtSlowPeriodEMA=30;
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printf("Input parameter InpSlowPeriodEMA has incorrect value (%d). Indicator will use value %d for calculations.",
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InpSlowPeriodEMA,ExtSlowPeriodEMA);
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}
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else ExtSlowPeriodEMA=InpSlowPeriodEMA;
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if(InpFastPeriodEMA<=0)
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{
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ExtFastPeriodEMA=2;
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printf("Input parameter InpFastPeriodEMA has incorrect value (%d). Indicator will use value %d for calculations.",
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InpFastPeriodEMA,ExtFastPeriodEMA);
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}
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else ExtFastPeriodEMA=InpFastPeriodEMA;
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//--- indicator buffers mapping
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SetIndexBuffer(0,ExtAMABuffer,INDICATOR_DATA);
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//--- set shortname and change label
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string short_name="AMA("+IntegerToString(ExtPeriodAMA)+","+
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IntegerToString(ExtFastPeriodEMA)+","+
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IntegerToString(ExtSlowPeriodEMA)+")";
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IndicatorSetString(INDICATOR_SHORTNAME,short_name);
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PlotIndexSetString(0,PLOT_LABEL,short_name);
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//--- set accuracy
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
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//--- sets first bar from what index will be drawn
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPeriodAMA);
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//--- set index shift
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PlotIndexSetInteger(0,PLOT_SHIFT,InpShiftAMA);
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//--- calculate ExtFastSC & ExtSlowSC
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ExtFastSC=2.0/(ExtFastPeriodEMA+1.0);
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ExtSlowSC=2.0/(ExtSlowPeriodEMA+1.0);
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//--- OnInit done
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return(0);
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}
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//+------------------------------------------------------------------+
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//| AMA iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const int begin,
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const double &price[])
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{
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int i;
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//--- check for rates count
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if(rates_total<ExtPeriodAMA+begin)
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return(0);
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//--- draw begin may be corrected
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if(begin!=0) PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPeriodAMA+begin);
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//--- detect position
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int pos=prev_calculated-1;
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//--- first calculations
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if(pos<ExtPeriodAMA+begin)
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{
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pos=ExtPeriodAMA+begin;
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for(i=0;i<pos-1;i++) ExtAMABuffer[i]=0.0;
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ExtAMABuffer[pos-1]=price[pos-1];
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}
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//--- main cycle
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for(i=pos;i<rates_total && !IsStopped();i++)
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{
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//--- calculate SSC
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double dCurrentSSC=(CalculateER(i,price)*(ExtFastSC-ExtSlowSC))+ExtSlowSC;
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//--- calculate AMA
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double dPrevAMA=ExtAMABuffer[i-1];
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ExtAMABuffer[i]=pow(dCurrentSSC,2)*(price[i]-dPrevAMA)+dPrevAMA;
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}
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Calculate ER value |
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//+------------------------------------------------------------------+
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double CalculateER(const int nPosition,const double &PriceData[])
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{
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double dSignal=fabs(PriceData[nPosition]-PriceData[nPosition-ExtPeriodAMA]);
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double dNoise=0.0;
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for(int delta=0;delta<ExtPeriodAMA;delta++)
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dNoise+=fabs(PriceData[nPosition-delta]-PriceData[nPosition-delta-1]);
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if(dNoise!=0.0)
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return(dSignal/dNoise);
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return(0.0);
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}
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//+------------------------------------------------------------------+
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